+19,104.6%
CMI vs BDX
+5,136.8%
+13,967.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | +0.8% | -5.4% | +6.2% | +2.7% |
| 30D | -12.8% | -2.2% | -10.6% | -12.2% |
| 3M | -12.4% | +20.1% | -32.5% | -18.5% |
| 6M | -0.9% | +9.1% | -9.9% | -4.9% |
| YTD | +8.9% | +17.9% | -9.0% | +1.5% |
| 1Y | +37.7% | +22.1% | +15.6% | +26.6% |
| 3Y | +148.9% | -10.5% | +159.4% | +150.4% |
| 5Y | +164.4% | -2.6% | +167.0% | +155.1% |
| 10Y | +506.9% | +57.5% | +449.4% | +381.8% |
| All | +19,104.6% | +5,136.8% | +13,967.8% | +5,874.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling